Commit Graph

5484 Commits

Author SHA1 Message Date
Jean-Baptiste LE STANG
ea6a1c629d fixing pep8 compliance 2018-01-03 11:50:30 +01:00
Jean-Baptiste LE STANG
eb53a796e2 pep8 compliance 2018-01-03 11:35:54 +01:00
Jean-Baptiste LE STANG
2d273a8509 Update unittests 2018-01-03 11:30:24 +01:00
Stephen Dade
b4d6250d55 Added order timeout handling 2018-01-03 21:22:35 +11:00
Jean-Baptiste LE STANG
45f2d01895 - add a profit/loss counter
- the use of the sell_signal is conditional now (taken from the config)
2018-01-03 11:19:46 +01:00
Jean-Baptiste LE STANG
c176ace889 Adding sell_profit_only and stoploss in hyperopt 2018-01-03 10:56:18 +01:00
Gérald LONLAS
9b09b5aa29
Merge pull request #291 from gcarq/backtesting_speed_opt
Backtesting speed optimizations
2018-01-02 23:35:47 -08:00
Gérald LONLAS
4a717f3df8
Merge pull request #294 from jblestang/add_trades_count_in_performance
Add trades count foreach pair in performance command
2018-01-02 23:03:30 -08:00
Samuel Husso
fd5497cfc7
Merge pull request #265 from gcarq/feature/experimental/force_profit_sell
Add experimental feature to sell only if we make a profit
2018-01-03 08:14:54 +02:00
Jean-Baptiste LE STANG
01b49dc502 Merge branch 'develop' into add_trades_count_in_performance 2018-01-03 00:06:56 +01:00
Jean-Baptiste LE STANG
fbb19e451d Adding the number of trades for each traded pair in the performance command 2018-01-03 00:06:50 +01:00
Jean-Baptiste LE STANG
a1ffa4497d Merge branch 'develop' into fix_issue_278 2018-01-02 23:12:21 +01:00
Jean-Baptiste LE STANG
e69f9dd029 Bad unittest detected reading coverage report, rewritten and bug found 2018-01-02 23:00:03 +01:00
Janne Sinivirta
fed3024302 rewrite get_timeframe in backtesting 2018-01-02 21:54:31 +02:00
Janne Sinivirta
dc2f048c98 make tuples smaller in backtesting loops 2018-01-02 21:52:47 +02:00
Samuel Husso
f4ccd4609b
Merge pull request #284 from jblestang/fix_issue_283
fixing the sorting issue in MarketSummary when using --dynamic-whitelist (issue #283)
2018-01-02 21:00:20 +02:00
Janne Sinivirta
82e9ed2ac2 shorten table title to match table length 2018-01-02 17:53:47 +02:00
Janne Sinivirta
ae52880f81 improve backtesting result formatting 2018-01-02 17:39:02 +02:00
Jean-Baptiste LE STANG
90236fb537 Fixing error log on inactive wallet 2018-01-02 15:17:23 +01:00
Jean-Baptiste LE STANG
55d0d27756 message too long, removing URL for now 2018-01-02 14:55:31 +01:00
Jean-Baptiste LE STANG
d849694a70 Adding URL to market graph and number of trades/pair in /performance commande 2018-01-02 14:43:38 +01:00
Jean-Baptiste LE STANG
29987c3ff6 Adding the number of trades in the performance display 2018-01-02 14:32:13 +01:00
Jean-Baptiste LE STANG
5f696a0cce really fixing 2018-01-02 14:13:55 +01:00
Jean-Baptiste LE STANG
90d3c09536 fixing refresh argument ... 2018-01-02 14:13:40 +01:00
Jean-Baptiste LE STANG
3f65fc014e flake8 on tests 2018-01-02 13:46:16 +01:00
Jean-Baptiste LE STANG
5344b711ea Add two more unit tests for covering pair that are in a blacklist, and unknown pairs in the conf 2018-01-02 13:42:10 +01:00
Jean-Baptiste LE STANG
a3e827c144 with flake8 code review 2018-01-02 12:18:26 +01:00
Jean-Baptiste LE STANG
52e267e864 fix for issue #283 2018-01-02 12:04:47 +01:00
Jean-Baptiste LE STANG
165781a545 force refresh is the value has never been set 2018-01-02 11:00:22 +01:00
Jean-Baptiste LE STANG
e10a3d1f9d get_ticker can return a cached value 2018-01-02 10:56:42 +01:00
jblestang
7a2e9ef535 Add fiat display in sell msg (#271)
* Display amount (fiat currency) in the sell message
* Display also base currency
* Adding more info in Buy Message, the stake amount, and the amount using FIAT Converter
* fix display style and width
* Fixing flake8
2018-01-01 14:21:43 -08:00
Jean-Baptiste LE STANG
0e0d613191 Removing tilde and change profit to loss when negative profit is made 2018-01-01 20:18:38 +01:00
Samuel Husso
de68209f3b Revert "Make get_signals async. This should speed up create_trade calls by at least 10x. (#223)" (#275)
This reverts commit 6768658300.
See details in #PR266
2018-01-01 19:32:58 +01:00
Gerald Lonlas
714d77dbd8 Add expiremental feature to sell only if we make a profit 2017-12-30 18:14:10 -08:00
Gérald LONLAS
9803130848
Merge pull request #259 from gcarq/fix/issue-248
Fix issue #248: missing configuration when executing /forcesell
2017-12-30 17:28:16 -08:00
Jean-Baptiste LE STANG
68f81b2abb autopep8 is going to be my new friend 2017-12-30 15:55:49 +01:00
Jean-Baptiste LE STANG
4945331093 Fixing the positional parameter naming + unit tests updated 2017-12-30 15:43:22 +01:00
jblestang
8411844d7e Implement pair_blacklist functionality (#257)
* Adding an optional black_list of pairs not to be traded

* applying the blacklist also when not using --dynamic-whitelist

* fix error retrieving pair in conf

* Refactoring the handling of whitelist among the various functions

* unit test to verify that black listed pairs are being removed from the pair_whitelist

* Fixing newly added unit tests in develop

* fixing flake8 code review

* fix code review from @garcq
2017-12-30 14:15:07 +01:00
Janne Sinivirta
00415d66a2
Merge pull request #260 from gcarq/increase_code_coverage
Increase code coverage
2017-12-30 14:02:33 +02:00
kryofly
f7398e615a Improve backtesting tests (#256)
* test bugfix dataframe trimming

* flake8 (as usual)

* tests backtesting cleanup and bugfix

* flake8

* test backtesting::start()

* tests cleanup set() usage

* tests: add missing assert
2017-12-30 11:55:23 +01:00
Gerald Lonlas
e81a9cbb17 Increase code coverage
Change log:
* Increase code coverage for test_exchange.py
* Move Exchange Unit tests files tests/exchange/
* Move RPC Unit tests files tests/rpc/
2017-12-29 23:37:02 -08:00
Gerald Lonlas
c8c8c626b0 Fix issue #248: missing configuration when executing /forcesell
This is not a beautiful workaround, I am not proud of it,
but a redesigning of main.py and telegram.py will be
necessary for a better integration. Any better solution
is welcome.
2017-12-29 20:03:12 -08:00
kryofly
37613fc056 flake8 2017-12-29 17:53:58 +01:00
Janne Sinivirta
133c467cf4
Merge branch 'develop' into tests_dec28 2017-12-29 16:33:12 +02:00
Janne Sinivirta
f2ce367cec
Merge branch 'develop' into sell_signal 2017-12-29 16:26:23 +02:00
kryofly
3e0458da7d flake8 2017-12-29 09:40:24 +01:00
Gerald Lonlas
0d605d2396 Refactor Optimize tests, and add more unit tests 2017-12-28 22:32:48 -08:00
Janne Sinivirta
145583f0b7
Merge pull request #244 from jblestang/fix_daily_profit
Fixing daily profit,
2017-12-29 06:05:25 +02:00
kryofly
847dde0d65 execute sell if get_signal OR ROI reached 2017-12-29 00:07:54 +01:00
kryofly
ab112581a7 tests: anal stretching to accomodate flake8 2017-12-28 20:05:33 +01:00
kryofly
f48f5d0f31 tests for dataframe, whitelist and backtesting 2017-12-28 15:58:19 +01:00
Janne Sinivirta
0abf0b0e39
Merge pull request #242 from gcarq/backtesting-unittests
Backtesting and hyperopt unit tests
2017-12-28 12:45:28 +02:00
Janne Sinivirta
a36fd00f6a also print dot when hyperopt eval result is fail 2017-12-28 06:40:11 +02:00
Janne Sinivirta
7f44ba6df4 unit tests for optimize.hyperopt 2017-12-28 06:39:56 +02:00
Janne Sinivirta
7b0beb0afa cleanups 2017-12-28 06:36:18 +02:00
Janne Sinivirta
ae0a1436e2 match test files to prod files for backtesting/hyperopt 2017-12-28 06:35:09 +02:00
Jean-Baptiste LE STANG
8537e9f40f CI flake8 error 2017-12-27 21:33:42 +01:00
Jean Baptiste LE STANG
d61d88559c Fixing daily profit, taking into account the time part of the date (removing it in fact) 2017-12-27 21:06:05 +01:00
Janne Sinivirta
9b4c0f01f2 more unit tests for backtesting 2017-12-27 17:39:54 +02:00
Gérald LONLAS
6c8253a4f5 Add more unittest (#241) 2017-12-27 11:41:11 +01:00
Janne Sinivirta
dcd0a0ec61
Merge pull request #239 from glonlas/feature/value_in_fiat
Display profits in fiat
2017-12-27 11:19:38 +02:00
Gerald Lonlas
ff6b0fc1c9 Display profits in fiat 2017-12-26 19:44:19 -08:00
Michael Egger
a514b92dcf
catch MIN_TRADE_REQUIREMENT_NOT_MET as non-critical exception (#237)
* add MIN_TRADE_REQUIREMENT_NOT_MET to response validation

* implement test
2017-12-26 09:39:29 +01:00
Janne Sinivirta
de33d69eed Lint fixes (#236)
* correct docstring

* add type annotation to trade_count_lock

* fix indentations

* allow globals in hyperopt.py

* fix import order

* simplify asserts

* use proper variable name

* simplify condition

* fix path operation that fails on windows
2017-12-25 12:07:50 +01:00
Janne Sinivirta
9959d53f5e Logging improvements to Hyperopt (#235)
* make log texts go on new line

* remove unnecessary fields from hyperopt log messages

* shorten log text in hyperopt

* consider making zero trades a failed hyperopt eval

* only log from hyperopt when result improves

* remove unnecessary temp variables

* remove unused result data variables

* remove unused import

* fix an outdated comment
2017-12-25 08:18:34 +01:00
Pan Long
6768658300 Make get_signals async. This should speed up create_trade calls by at least 10x. (#223) 2017-12-25 07:01:01 +01:00
Janne Sinivirta
353b0d2d34 balance hyperopt objective to adjusted profit calculations 2017-12-23 19:18:28 +02:00
Janne Sinivirta
e644d57dbe log should state profit is in BTC to avoid confusion 2017-12-23 19:00:49 +02:00
Janne Sinivirta
50e7cef5f3 remove commented-out code 2017-12-23 19:00:49 +02:00
Janne Sinivirta
1058820e1b just pass stake_amount instead of the whole config 2017-12-23 19:00:49 +02:00
Janne Sinivirta
24bc3a8390 show more digits for profits 2017-12-23 15:11:19 +02:00
Janne Sinivirta
5309ea3820 use newline for each log result for readability 2017-12-23 15:11:19 +02:00
Janne Sinivirta
a063680d32 calculate log line only if really logging 2017-12-23 15:11:19 +02:00
Janne Sinivirta
10cf2ce853 remove unnecessary confusing division 2017-12-23 15:11:19 +02:00
Janne Sinivirta
871357a2e3 just require positive results 2017-12-23 15:11:19 +02:00
Samuel Husso
8d93363655 filter nan values from total_profit and avg_profit 2017-12-23 09:21:04 +02:00
Janne Sinivirta
44a4ff0cb2
Merge branch 'develop' into patch-1 2017-12-22 13:58:13 +02:00
Janne Sinivirta
f300af0fe2
Merge pull request #200 from glonlas/fix_fees_calculation
Fix the fee calculation
2017-12-22 13:55:02 +02:00
Gerald Lonlas
41e22657e4 Fix hyperopt when using MongoDB 2017-12-21 19:20:47 -08:00
Gerald Lonlas
d258118b0a Fix the fee calculation, backtesting, and hyperopt fee calculation and avg_profit 2017-12-20 20:18:41 -08:00
seansan
4dab39ed9e
add % in status table for profit 2017-12-20 13:58:18 +01:00
Janne Sinivirta
c8fb6c4661 More lint fixes (#198)
* autopep fixes

* remove unused imports

* fix plot_dataframe.py lint warnings

* make pep8 error fails the build

* two more line breakings

* matplotlib.use() must be called before pyplot import
2017-12-18 17:36:00 +01:00
Gerald Lonlas
d613d63fdc Fix the fee calculation 2017-12-17 23:01:34 -08:00
Samuel Husso
ce51749177 fix hyperopt not getting default ticker_interval 2017-12-17 12:34:26 +02:00
Janne Sinivirta
80ef2cfed4
Merge pull request #193 from gcarq/feature/ci-enforce-pep8
CI: enforce PEP8 conform code
2017-12-17 07:42:23 +02:00
Janne Sinivirta
5efc417690
Merge pull request #192 from gcarq/feature/forcesell-handle-open-orders
/forcesell: handle trades with open orders
2017-12-17 07:41:51 +02:00
Gérald LONLAS
14868615d5 Add mock to improve backtesting tests (#194) 2017-12-17 00:24:21 +01:00
Gérald LONLAS
512fcdbcb1 Allow user to update testdata files with parameter --refresh-pairs-cached (#174) 2017-12-16 15:42:28 +01:00
gcarq
95fe0f4dec fix pep8 warnings 2017-12-16 03:39:47 +01:00
gcarq
ddd3d2d0a9 ignore cancelled order during trade state update 2017-12-16 02:36:43 +01:00
gcarq
cb4ecfd3a3 move function 2017-12-16 01:37:06 +01:00
gcarq
f4b59492ab fix NoneType issue 2017-12-16 01:31:15 +01:00
gcarq
ae37f49b51 /forcesell: handle trades with open orders 2017-12-16 01:09:07 +01:00
gcarq
6e68315d2c reorder imports 2017-12-15 23:58:21 +01:00
gcarq
c1c9dd03ce /daily: fix identation and simplify loops 2017-12-15 23:56:02 +01:00
Gérald LONLAS
e00f02b603 Improve telegram /profit command (#188) 2017-12-15 17:19:00 +01:00
Gerald Lonlas
2a2af4878e Update /daily command, reorder telegram menu, limit /daily profit at 8 decimals 2017-12-14 21:18:52 -08:00
Michael Egger
bfb3e09d1d
raise ContentDecodingError if bittrex responds with NO_API_RESPONSE (#183) 2017-12-14 20:27:04 +01:00
Gérald LONLAS
2ac8b685d6 Add param for Dry run to use a DB file instead of memory (#182) 2017-12-14 15:10:11 +01:00
Samuel Husso
cb09cabbdd
Merge pull request #171 from stephendade/dailymsg
Added daily profit telegram command
2017-12-12 19:42:31 +02:00
Janne Sinivirta
77023c0ecf
Merge pull request #169 from jblestang/fix_ticker_interval
Fix ticker interval
2017-12-12 17:21:55 +02:00
Stephen Dade
0b18c93d19 Daily profit command - better message formatting and minor fixes 2017-12-12 19:41:25 +11:00
Jean-Baptiste LE STANG
0617753a7f Adding a test unit for 1 minute ticker interval 2017-12-11 22:11:06 +01:00
Janne Sinivirta
b77fad6e5f
Merge pull request #173 from glonlas/autoselect_top_currencies
Allow to change the number of currencies used by dynamic-whitelist
2017-12-11 18:04:10 +02:00
Gerald Lonlas
90bf6f2d4a Remove unecessary import 2017-12-11 00:07:36 -08:00
Gerald Lonlas
ef7646417b Allow to change the number of currencies used by dynamic-whitelist 2017-12-11 00:01:27 -08:00
Janne Sinivirta
7afd8da28f fix a broken unit test due to changing test dataset 2017-12-10 13:56:39 +02:00
Janne Sinivirta
3d532c6015 update backtest data to match pairs in config.json.example 2017-12-10 11:17:01 +02:00
Stephen Dade
ccb8c3c352 Added daily profit telegram command 2017-12-10 17:32:40 +11:00
toto
18f01113c2 use the CLI arguments as the ticker interval 2017-12-09 11:51:53 +01:00
toto
f7def09dec fix for the ticker interval set by default to 5 2017-12-09 11:39:26 +01:00
Samuel Husso
a7cca4985e omit hyperopt output if total_profit doesn't go pass threashold (3) 2017-12-02 01:32:23 +02:00
Samuel Husso
965c075362 disable info logging on hyperopt.tpe 2017-12-02 00:21:46 +02:00
gcarq
0c35e6ad19 minor changes 2017-11-25 03:28:52 +01:00
gcarq
e27a6a7a91 add mongodb support for hyperopt parallelization 2017-11-25 02:04:37 +01:00
gcarq
5bf583cba4 remove unused imports 2017-11-25 01:23:18 +01:00
gcarq
a23fce519d pretty print hyperopt results 2017-11-25 01:22:36 +01:00
gcarq
9ff1f05e66 add --epochs to hyperopt subcommand 2017-11-25 01:12:44 +01:00
gcarq
b9c4eafd96 integrate hyperopt and implement subcommand 2017-11-25 01:04:11 +01:00
gcarq
7fa5846c6b move hyperopt to freqtrade.optimize.hyperopt 2017-11-25 00:30:39 +01:00
gcarq
3b37f77a4d move backtesting to freqtrade.optimize.backtesting 2017-11-24 23:58:35 +01:00
Michael Egger
858d2329e5
add experimental flag support and add use_sell_signal (#143)
* add use_sell_signal to config schema

* check use_sell_signal

* set use_sell_signal to false
2017-11-24 21:58:00 +01:00
Mathieu Favréaux
371ee1e457 In backtesting, ensure we don't buy the same pair again before selling (#139)
* in backtesting, ensure we don't buy before we sell

* no overlapping trades only if max_open_trades > 0

* --limit-max-trades now --realistic-simulation
2017-11-24 21:09:44 +01:00
Geka000
cfbfe90aa0 keyboard markup for telegram bot (#142) 2017-11-24 20:54:50 +01:00
gcarq
be6939ee8a use 8 digits of precision for amount and rate in formatting 2017-11-23 20:52:07 +01:00
Janne Sinivirta
371e6d99c9 set stoploss to -10% 2017-11-23 18:43:19 +02:00
Janne Sinivirta
c6def418cf
Merge pull request #135 from rybolov/develop
Better buy and sell strategy
2017-11-23 18:25:56 +02:00
Michael Smith
5fce2c5712 Better buy and sell strategy:
Buy if at the low end of normal range and the price is increasing.
Buy into extreme gains regardless of if it's on the low part of the range.
Avoid buying when the price is on a long decrease even if it's low.
Sell anytime the price is above the top end of normal range and the momentum slows.
Sell on an extreme drop.
2017-11-23 22:33:41 +08:00
Janne Sinivirta
aacd7d8987
Merge pull request #131 from gcarq/feature/backtesting-max-open-trades
implement trade count lock for backtesting
2017-11-23 16:16:43 +02:00
gcarq
4a707d7452 add --limit-max-trades 2017-11-23 00:25:06 +01:00
gcarq
7727f2cc8f implement test 2017-11-22 21:02:36 +01:00
gcarq
9a87dcf0a1 dont apply fees on trade creation 2017-11-22 21:01:44 +01:00
gcarq
9136e64d89 force flush in create_trade and execute_sell (fixes #128) 2017-11-22 20:51:25 +01:00
Samuel Husso
765a762ccf
Merge pull request #122 from gcarq/feature/fix-signal-handling
fix signal handling
2017-11-22 13:38:57 +02:00
gcarq
02ca2ed585 implement trade count lock for backtesting 2017-11-21 22:33:34 +01:00
gcarq
f3ba3ddd54 move buy_price and sell_price to plotting script 2017-11-21 20:41:49 +01:00
gcarq
65ce948b0b catch ValueErrors from analyze_ticker (fixes #123) 2017-11-21 20:37:29 +01:00
gcarq
383a9f6eeb catch BaseException to force stdout flush when process dies 2017-11-21 20:24:52 +01:00
gcarq
5d934cd5b6 enhance open order formatting in status handle 2017-11-20 23:33:52 +01:00
gcarq
788cda4925 add missing import 2017-11-20 22:26:32 +01:00
gcarq
55a69e4a45 use normal program flow to handle interrupts 2017-11-20 22:15:19 +01:00
gcarq
86b6c6f334 version bump 2017-11-20 20:01:10 +01:00
gcarq
cd5afd6ff4 use jsonschema regex pattern for whitelist format and enhance validation error messages (closes #120) 2017-11-20 19:37:25 +01:00
Janne Sinivirta
d88cc084e6 align numbers in hyperopt print out (#119) 2017-11-20 10:22:11 +01:00
Jeff Pipas
5deaebf0c2 Tests now use UTC time with arrow instead of datetime (#117)
* fixing tests to use arrow-utc

* removing datetime import
2017-11-19 04:58:35 +01:00
gcarq
19734ad863 set bootstrap_retries to infinite (fixes #113) 2017-11-18 22:23:05 +01:00
gcarq
b16ccb9919 handle requests exception in validate_pairs 2017-11-18 22:22:45 +01:00
gcarq
d41837817c move logging to freqtrade.rpc 2017-11-18 21:43:21 +01:00
gcarq
3ab14dfe39 add middleware to expose common functionality for multiple rpc implementations 2017-11-18 21:30:31 +01:00
Michael Egger
4a91ecd91a
Merge pull request #115 from gcarq/pylint_cleanups
Pylint cleanups
2017-11-18 16:00:21 +01:00
Samuel Husso
a3da2911e8
Merge pull request #114 from gcarq/new_algo
New buy strategy
2017-11-18 13:09:40 +02:00
Janne Sinivirta
6f5b418f0b small balancing to hyperopt objective 2017-11-18 10:24:18 +02:00
Janne Sinivirta
37a74b38ba more little pylint fixes 2017-11-18 10:09:19 +02:00
Janne Sinivirta
9ab81a987d fix pylint warnings in test_main.py 2017-11-18 09:58:55 +02:00
Janne Sinivirta
4b08e3d571 fix pylint warnings in __init__ files 2017-11-18 09:58:29 +02:00
Janne Sinivirta
187fea0c28 disable bunch of meaningless pylint warnings 2017-11-18 09:45:01 +02:00
Janne Sinivirta
4e54b27398 use parentheses for multiline string instead of backslash 2017-11-18 09:44:28 +02:00
Janne Sinivirta
aced5cc3ba rename variable to remove Mypy warning of type error 2017-11-18 09:43:42 +02:00
Janne Sinivirta
669ec30413 remove unused import 2017-11-18 09:34:57 +02:00
Janne Sinivirta
0082b7abdd add missing module and class docstring 2017-11-18 09:34:32 +02:00
Janne Sinivirta
7903f3a546 fix test name 2017-11-18 09:19:22 +02:00
Janne Sinivirta
ec75586bdd new buy strategy 2017-11-18 08:45:57 +02:00
Janne Sinivirta
df9902d6a4
Merge pull request #107 from gcarq/feature/add-backtesting-subcommand
add backtesting subcommand and refresh test data
2017-11-18 08:13:42 +02:00
Janne Sinivirta
315919cdd6 fix platform dependent bug in argparse test 2017-11-18 08:07:37 +02:00
gcarq
63c95a3546 modify trade life cycle (should fix #112) 2017-11-17 20:17:29 +01:00
gcarq
59d04d1d0c catch TelegramError (fixes #113) 2017-11-17 19:49:03 +01:00
gcarq
14de46576b use load_backtesting_data 2017-11-17 18:23:40 +01:00
gcarq
bdff29a472 remove code duplicates 2017-11-17 18:17:59 +01:00
gcarq
8655c6c264 reduce backtest data samples to 10 2017-11-17 18:15:25 +01:00
gcarq
3f4e4a23a0 add argparse handling tests 2017-11-17 18:15:24 +01:00
gcarq
b682262486 refactor argparse handling 2017-11-17 18:15:24 +01:00
gcarq
5be7be6189 adapt tests 2017-11-17 18:15:24 +01:00
gcarq
3475a07522 fetching new testing data for oneMin and fiveMin intervals 2017-11-17 18:15:24 +01:00
gcarq
fb7ea169d4 fix some formatting issues 2017-11-17 18:13:34 +01:00
gcarq
5469293e5f use tabulate to format backtesting result 2017-11-17 18:13:02 +01:00
gcarq
9b644b0305 add --ticker-interval 2017-11-17 18:09:55 +01:00
gcarq
0df1404d6a fix typo 2017-11-17 18:09:55 +01:00
gcarq
bb4a9ed20f implement backtest subcommand 2017-11-17 18:09:55 +01:00
Janne Sinivirta
d89db50465 avoid copy operation due to memory consumption 2017-11-17 12:30:54 +02:00
Janne Sinivirta
632d00e01d move price point calculations out from populate functions 2017-11-17 12:30:03 +02:00
Janne Sinivirta
2a56031cdc remove unnecessary line 2017-11-17 12:30:03 +02:00
Janne Sinivirta
16d412323c add a little snippet to allow running line_profiler with hyperopt 2017-11-16 20:43:24 +02:00
Janne Sinivirta
27a6b29c80 move time diff calculation out of a loop 2017-11-16 20:43:24 +02:00
Janne Sinivirta
5d1f874041 switch ix to loc, ix is apparently deprecated 2017-11-16 20:43:24 +02:00
Janne Sinivirta
174122a09b remove unnecessary calculation 2017-11-16 20:38:59 +02:00
Janne Sinivirta
1b6a60ecb2 refactor backtesting to avoid recalculating indicators in hyperopt 2017-11-16 20:38:46 +02:00
Janne Sinivirta
a963f1820c rename should_sell to min_roi_reached 2017-11-16 16:53:34 +01:00
Janne Sinivirta
b9983149ef plug sell strategy to backtesting 2017-11-16 16:53:34 +01:00
Janne Sinivirta
c1ef3f526c remove unnecessary comparison 2017-11-16 16:53:34 +01:00
Janne Sinivirta
6b7afb80b2 fix failing test 2017-11-16 16:53:34 +01:00
Janne Sinivirta
0b8afa12e9 exit strategy after roi check 2017-11-16 16:53:34 +01:00
Janne Sinivirta
1db0a7d4ce populate sell signal 2017-11-16 16:53:34 +01:00
Janne Sinivirta
c12a9ebd92 make signal getting parametrized 2017-11-16 16:53:34 +01:00
gcarq
d86dcc4752 check if result exists in get_ticker (fixes #106) 2017-11-16 16:39:06 +01:00
gcarq
0bc96241d5 rework exception handling (fixes #108) 2017-11-16 16:14:43 +01:00
gcarq
2e953a937d version bump 2017-11-16 00:40:36 +01:00
gcarq
4e05691cab check if balance list is empty (fixes #105) 2017-11-16 00:01:47 +01:00
gcarq
b5f58724a0 get_ticker_history: check if result is set (fixes #103) 2017-11-15 23:16:54 +01:00
gcarq
b83309b55d reduce calls_per_second to 1 2017-11-15 23:16:39 +01:00
gcarq
e8101a6da5 default BaseVolume to 0.0 if null 2017-11-14 17:48:19 +01:00
gcarq
dd9cb008fb refresh whitelist based on wallet health (fixes #60)
Refreshs the whitelist in each iteration based on the wallet health,
disabled wallets will be removed from the whitelist automatically.
2017-11-13 21:34:47 +01:00
gcarq
81f7172c4a sanitize get_ticker_history (fixes #100) 2017-11-13 19:54:09 +01:00
Michael Egger
bab59fbacd
Merge pull request #99 from gcarq/more_triggers2
Expanding hyperopt
2017-11-13 12:11:15 +01:00
Janne Sinivirta
0f0b10b6cc adjust search spaces 2017-11-13 07:28:56 +02:00
Janne Sinivirta
8e68c5358e clean up prints during hyperopt 2017-11-12 09:44:31 +02:00
Janne Sinivirta
660f01b514 add hilbert transform leadsine trigger 2017-11-12 09:13:54 +02:00
Janne Sinivirta
13537e3ce4 add short ema guard to hyperopt 2017-11-12 08:45:32 +02:00
Janne Sinivirta
2963a90008 add stochastics trigger 2017-11-12 08:38:52 +02:00
Janne Sinivirta
15b20b83fa optimize hyperopt objective function 2017-11-12 08:30:58 +02:00
gcarq
1c3c316e45 reduce calls_per_second 2017-11-11 21:29:35 +01:00
gcarq
517879382b Add argument for dynamic-whitelist handling
If --dynamic-whitelist is passed the whitelist in the config file
is ignored. It gets automatically refreshed every 30 minutes and
currently selects the 20 topmost BaseVolume markets
2017-11-11 19:20:53 +01:00
gcarq
bcd3340a80 implement get_market_summaries 2017-11-11 19:20:16 +01:00
gcarq
12ae1e111e use get_candles from python-bittrex 2017-11-11 17:14:55 +01:00
gcarq
d3b3370f23 Add configurable throttle mechanism 2017-11-11 16:47:19 +01:00
gcarq
8f817a3634 use TTLCache for get_ticker_history 2017-11-11 15:29:31 +01:00
Janne Sinivirta
cf79b15651 use discrete values for filters 2017-11-11 11:50:10 +02:00
Janne Sinivirta
a4284351e3 fix green_candle 2017-11-11 11:22:12 +02:00
Janne Sinivirta
906caf329b remove two unused or poorly performing indicators 2017-11-11 11:22:12 +02:00
Janne Sinivirta
3db13fae13 add green_candle guard 2017-11-11 11:22:12 +02:00
Janne Sinivirta
274972f7af make faststoch trigger use crossed_above helper 2017-11-11 11:22:11 +02:00
Janne Sinivirta
83fd27e031 add sar reversal as trigger 2017-11-11 11:22:11 +02:00
gcarq
3126dcfcea drop sleep_time and use python-bittrex request delay 2017-11-10 23:39:49 +01:00
Michael Egger
72aec6c320
Merge pull request #96 from gcarq/feature/add-argparse
add argparse and implement basic arguments
2017-11-10 18:04:03 +01:00
gcarq
b709ccbf53 enhance logging messages 2017-11-10 17:56:03 +01:00
gcarq
0de211674d version bump 2017-11-09 23:52:34 +01:00
gcarq
f7a27c156c add /version command handler 2017-11-09 23:51:32 +01:00
gcarq
98f11fc7bb fix sqlite threading issue 2017-11-09 23:45:22 +01:00
gcarq
013e13e546 use tabulate for /count 2017-11-09 23:45:03 +01:00
gcarq
6ff26c561a move plot_dataframe to scripts/ folder 2017-11-09 22:29:23 +01:00
gcarq
c81358c291 remove MagicBot 2017-11-09 22:11:02 +01:00
gcarq
ed34d9f22f add tests for /forcesell all 2017-11-09 22:08:28 +01:00
gcarq
ee05561ef3 refactor forcesellall to /forcesell all 2017-11-09 22:07:51 +01:00
Eoin
69ae99406a add telegram handler for forcesellall 2017-11-09 21:52:08 +01:00
gcarq
0cfbb56b6c enhance and test pair validation 2017-11-09 21:47:47 +01:00
gcarq
991b43b7e5 version bump 2017-11-09 20:55:45 +01:00
gcarq
a0fa6abcdc use in-memory db for dry_run 2017-11-09 20:26:52 +01:00
gcarq
86501b43c0 adjust message formatting 2017-11-09 20:25:17 +01:00
gcarq
80592970e9 add more tests 2017-11-09 20:02:41 +01:00
gcarq
fafbb0abfe update python-bittrex to 0.2.0 2017-11-09 00:31:53 +01:00
gcarq
31c03cdce1 fix linter issue 2017-11-08 22:44:32 +01:00
gcarq
e01c85bb3a add argparse and implement basic arguments 2017-11-08 22:43:47 +01:00
gcarq
a1b91ad1ea remove unneeded wrapper function 2017-11-08 21:17:51 +01:00
gcarq
6ce6018bb7 add more tests 2017-11-07 22:27:44 +01:00
gcarq
18eec0f4d4 catch BaseException in command_handler 2017-11-07 22:27:16 +01:00
gcarq
32327c45c2 set close_date on sell_order update 2017-11-07 22:26:44 +01:00
gcarq
ba485fe2b2 return state changes 2017-11-07 22:26:08 +01:00
gcarq
f8084b117e apply pylint recommendations 2017-11-07 20:13:36 +01:00
gcarq
abdddd5193 define common fixtures 2017-11-07 20:12:56 +01:00
gcarq
8eeb02e592 make ticker interval configurable 2017-11-07 18:59:47 +01:00
gcarq
8555271102 remove unneeded header from get_ticker_history 2017-11-07 18:49:16 +01:00
gcarq
d921bae75e set executable bit 2017-11-07 18:42:40 +01:00
gcarq
a1388ef296 add tick_interval to get_ticker_history as an optional parameter 2017-11-07 18:41:48 +01:00
gcarq
ddc7c94a1d Merge branch 'develop' of https://github.com/gcarq/freqtrade into develop 2017-11-07 18:40:56 +01:00
Michael Egger
e36444df27
Merge pull request #95 from gcarq/improve_backtests
Share pytest fixtures. Cache testfile loading.
2017-11-07 18:40:00 +01:00
Janne Sinivirta
0395c92260 move testdata file loading to pytest fixture 2017-11-07 19:24:51 +02:00
gcarq
f03395b90d force python3 via shebang 2017-11-07 17:54:44 +01:00
gcarq
20d5628786 catch broader RequestException instead ConnectionError 2017-11-07 17:45:13 +01:00
gcarq
57e089efd3 fix NoneType issue in status command handle 2017-11-07 17:39:57 +01:00
Janne Sinivirta
fbbde9de25 put shared fixtures to conftest.py 2017-11-07 17:29:00 +02:00
Samuel Husso
3d42b9fd75
Merge pull request #94 from gcarq/autopep
autoformat with autopep8
2017-11-06 19:41:57 +02:00
Janne Sinivirta
adfae9e75c autoformat with autopep8 2017-11-06 19:17:23 +02:00
gcarq
117dfbb563 fix wording 2017-11-06 18:15:33 +01:00
Michael Egger
ae0b49f532
Merge pull request #92 from gcarq/feature/rework-dry_run-mode
rework dry_run
2017-11-06 16:54:55 +01:00
gcarq
a37ea13fd1 catch RuntimeError earlier
This makes it possible to to restart the bot, if there are temporary
server issues.
2017-11-06 01:03:37 +01:00
gcarq
cc29126d61 make download_backtest_data.py platform independent 2017-11-06 00:16:24 +01:00
gcarq
810f2f9243 drop minimum_date from get_ticker_history 2017-11-06 00:06:59 +01:00
gcarq
60e651cb4c only return data['result'] from get_ticker_history 2017-11-05 23:47:59 +01:00
gcarq
472ce8566d enhance bittrex exception messages 2017-11-05 22:47:55 +01:00
gcarq
d12dba16db simplify status command 2017-11-05 18:35:32 +01:00
Sébastien Moreau
3884cfb809
Merge branch 'develop' into feature/advanced-status-command 2017-11-05 10:32:53 -05:00
Sebastien Moreau
caa6e22e53 Adds unit tests 2017-11-05 10:26:03 -05:00
gcarq
19f6ff330c adapt float precision asserts 2017-11-05 16:21:13 +01:00
gcarq
8fdd127f72 fix float precision rendering 2017-11-05 16:13:55 +01:00
gcarq
0a5eba64e2 do not remove order from dry_run order list 2017-11-05 16:13:20 +01:00
gcarq
b82c4444b2 apply correct typehint 2017-11-05 16:12:58 +01:00
gcarq
95a17b8f98 dry_run: remove mock value notice 2017-11-05 15:35:15 +01:00
gcarq
325f72fd91 dry_run: keep list of open orders 2017-11-05 15:21:16 +01:00
Janne Sinivirta
29b173f4e7 only run four evals of hyperopt, just to check it works 2017-11-05 09:28:42 +02:00
gcarq
264d71e29e fix some pylint warnings 2017-11-04 18:55:41 +01:00
gcarq
a873688a44 backtesting: init Trade with Bittrex fee 2017-11-04 18:43:23 +01:00
gcarq
04342acff1 fix typo 2017-11-03 21:37:20 +01:00
gcarq
c37df0e70d inform about mocked values with dry_run 2017-11-03 21:36:55 +01:00
gcarq
460dfa1031 fix percentage formating in execute_sell 2017-11-02 19:00:25 +01:00
gcarq
08a1d3ca1d pylint changes 2017-11-02 19:00:25 +01:00
gcarq
1daeed4a52 fix assert 2017-11-02 19:00:25 +01:00
gcarq
99724e2458 use Decimal for profit calculation 2017-11-02 19:00:25 +01:00
gcarq
cd18629433 add fee to sqlalchemy model and respecting it in calc_profit 2017-11-02 19:00:25 +01:00
gcarq
41510fdb32 add dry_run for get_balance 2017-11-02 19:00:25 +01:00
gcarq
9cb249610a adapt dry_run return values 2017-11-02 19:00:25 +01:00
gcarq
543857ddb2 set initial open_rate and amount in create_trade
This is mostly needed by dry_run
2017-11-02 19:00:25 +01:00
gcarq
1e5b0e8726 adapt tests 2017-11-02 19:00:25 +01:00
gcarq
0d0d822904 bump dburl to tradesv3 2017-11-02 19:00:25 +01:00
gcarq
9ff4a7b205 refactor _process to update trade state 2017-11-02 19:00:25 +01:00
gcarq
0e96197a94 don't spend the whole coin balance when selling 2017-11-02 19:00:25 +01:00
gcarq
9b9d0250f7 replace get_open_oders() with get_order() and add property for fee 2017-11-02 18:58:55 +01:00
gcarq
4a35676794 rename and exchange instance and mark it as private 2017-11-02 18:58:55 +01:00
gcarq
465c91b9a9 telegram.cleanup: fix NoneType issue when telegram is deactivated 2017-11-02 18:56:57 +01:00
Sebastien Moreau
60249af04c Removes long format + pylint fixes 2017-11-02 13:25:19 -04:00
gcarq
f34af0ad67 version bump 2017-11-01 01:15:06 +01:00
gcarq
e07904d436 PEP8 linting 2017-10-31 00:36:35 +01:00
gcarq
26468bef83 balance: filter currencies with 0.0 balances 2017-10-31 00:29:22 +01:00
Michael Egger
ea1b1e11ea
Merge pull request #88 from gcarq/reduce_memory_use
Reduce memory use in backtesting
2017-10-31 00:28:38 +01:00
Janne Sinivirta
e68e6c0a1a reuse mock in hyperopt also 2017-10-30 22:31:28 +02:00
Janne Sinivirta
7190226c84 reuse same mock for get_ticker_history, just change return_value 2017-10-30 22:06:09 +02:00
gcarq
6f2915e25e move qtpylib to vendor folder
This is necessary to distribute qtpylib with
freqtrade when you install it globally.
2017-10-30 20:41:36 +01:00
Janne Sinivirta
8da55c3742 move patching of arrow.utcnow to remove 500 unnecessary mock objects 2017-10-30 19:56:53 +02:00
Michael Egger
05111edd04
Merge pull request #87 from gcarq/more_triggers
More triggers and guards to hyperopt
2017-10-30 14:43:18 +01:00
Sebastien Moreau
8bdace68f6 Adds options for /status command 2017-10-29 20:51:38 -04:00
Sebastien Moreau
0e1eb20781 Adds /count command
Adds /count command

Adds /count command
2017-10-29 18:47:42 -04:00
Michael Egger
4c2dea83c5
Merge pull request #84 from gcarq/telegram/show-balance
Telegram command: /show balance
2017-10-29 22:05:10 +01:00
Janne Sinivirta
d066817d0b removed below_sma and over_sma to wait for better implementation 2017-10-29 21:33:57 +02:00
Janne Sinivirta
a632121368 add macd cross signal trigger to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta
473d09b5cd add ema50 and ema100. add long uptrend ema guard to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta
893738d6f0 add MACD to analyze 2017-10-29 21:33:57 +02:00
Janne Sinivirta
22cfef7d36 add ema5 cross ema10 trigger to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta
e1bbe1d9a9 adjust indicator ranges in hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta
ec981b415a add RSI to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta
57a17697a0 add RSI, MOM, EMA5 and EMA10 to analyze 2017-10-29 21:33:57 +02:00
Samuel Husso
f4fe09ffbf added get_balances as a abstract method to the interface baseclass 2017-10-29 17:57:57 +02:00
Janne Sinivirta
9b00fc3474 use .ix instead of .loc for small perf boost 2017-10-29 16:28:55 +02:00
Janne Sinivirta
3b1dc36d8a switch to using itertuples instead of iterrows as it's a lot faster 2017-10-29 16:28:55 +02:00
Janne Sinivirta
4edf8f2079 copy only needed columns before iterating over them 2017-10-29 16:28:55 +02:00
Janne Sinivirta
54987fd9ca do date parsing while loading json, not later 2017-10-29 16:28:55 +02:00
Janne Sinivirta
da9c3e7d7d remove leftover dates from removing date filtering 2017-10-29 16:28:55 +02:00
Samuel Husso
4f6c3f94e0 added tests to /balance, minor cleanup 2017-10-29 10:10:00 +02:00
Janne Sinivirta
25d6d6bbe5 remove unused imports from test_hyperopt 2017-10-28 15:32:29 +03:00
Janne Sinivirta
649781d823 store result strings, display best result in summary. switch to a lot better objective algo 2017-10-28 15:26:22 +03:00
Janne Sinivirta
08ca7a8166 change print to format so result can be used in hyperopt Trials 2017-10-28 15:26:22 +03:00
Samuel Husso
dd78c62c3d added new command to return balance across all currencies 2017-10-28 08:59:43 +03:00
gcarq
4139b0b0c7 add signal handler for SIGINT, SIGTERM and SIGABRT 2017-10-27 15:52:14 +02:00
Samuel Husso
0c33e917d5 Merge pull request #79 from gcarq/qtpylib
Include new indicators from qtpylib
2017-10-27 12:11:04 +03:00
Janne Sinivirta
e401a016f5 change analyze tests to use full json dump from bittrex 2017-10-26 16:50:31 +03:00
Janne Sinivirta
e0fde8665c Merge pull request #80 from gcarq/fix-testdate-dl-path
download testdata to correct folder when running from project root
2017-10-26 10:37:38 +03:00
Samuel Husso
752520c823 When running from project root download the files to the testdata folder instead of cwd 2017-10-26 10:24:22 +03:00
Janne Sinivirta
6ba2492360 add Awesome Oscillator and try it in hyperopt 2017-10-25 18:37:20 +03:00
Janne Sinivirta
9c9cf76a0d Merge pull request #78 from gcarq/refactor-backtest
Refactor backtest functionality
2017-10-25 18:19:44 +03:00
Samuel Husso
041e201713 remove duplicated backtesting from hyperopt 2017-10-25 08:17:17 +03:00
gcarq
ff4fcdc760 version bump 2017-10-24 18:14:31 +02:00
Samuel Husso
f43ba44b15 refactor backtesting to its own method as we use it also in hyperopt 2017-10-24 07:58:42 +03:00
Michael Egger
79c3e0583d Merge pull request #76 from gcarq/hyperopt
Use hyperopt to find optimal parameters for buy strategy
2017-10-23 09:40:13 +02:00
Janne Sinivirta
f6ef8383bb remove filtering from analyze that is super slow and not really needed 2017-10-22 21:50:07 +03:00
Janne Sinivirta
6f5307fda7 use more aggressive stop loss for hyperopt 2017-10-22 17:15:57 +03:00
Janne Sinivirta
37004e331a remove unused import and commented out code 2017-10-22 17:14:55 +03:00
Janne Sinivirta
57acf85b42 try a different objective function 2017-10-22 17:11:01 +03:00
Janne Sinivirta
d32ff3410c add help command to telegram bot 2017-10-21 11:08:08 +03:00
Janne Sinivirta
913488910c bump minimum evaluations to 40 rounds 2017-10-21 10:29:05 +03:00
Janne Sinivirta
17b984a7cd adjust objective function to emphasize trade lenghts more 2017-10-21 10:28:43 +03:00
Janne Sinivirta
f79b44eefe adjust ROI map for shorter trades 2017-10-21 10:28:02 +03:00
Janne Sinivirta
146c254c0f start adding other triggers than just the lower BBands 2017-10-21 10:26:38 +03:00
Janne Sinivirta
ce2966dd7f add uptrend_sma to hyperopt 2017-10-20 18:29:38 +03:00
Janne Sinivirta
0fbca8b8ef add CCI to hyperopt 2017-10-20 13:14:28 +03:00
Janne Sinivirta
3f7a583de6 add SAR to hyperopt. add over/under sma options to hyperopt 2017-10-20 12:56:44 +03:00
Janne Sinivirta
1196983d5f change objective to emphasize shorter trades and include average profit 2017-10-20 10:39:36 +03:00
Janne Sinivirta
bbb2c7cf62 more parametrizing. adjust ranges for previous parameters 2017-10-20 10:39:04 +03:00
Janne Sinivirta
ff100bdac4 the optimizer expects values in the order of smaller is better 2017-10-19 18:29:57 +03:00
Janne Sinivirta
1792e0fb9b use hyperopt to find optimal parameter values for indicators 2017-10-19 17:12:49 +03:00
Michael Egger
aeef9bac33 Merge pull request #70 from dertione/patch-2
Download automatically altcoin datas
2017-10-17 13:36:33 +02:00
dertione
389f9b45bb update pylint 10/10 2017-10-15 17:24:49 +02:00
Janne Sinivirta
c9741cb291 adjust roi settings for faster trades 2017-10-15 17:32:07 +03:00
Janne Sinivirta
bf6f563df2 small tweaks to buy strategy and it's visualization 2017-10-15 17:32:07 +03:00
dertione
afd1a0bf9b update for pylint 2017-10-14 14:40:26 +02:00
dertione
37f6c213f6 fork test 2017-10-13 15:50:50 +02:00
Michael Egger
aa4b64d0bb Merge pull request #65 from xsmile/patch-4
set exchange in analyze.__main__ to fix plotting
2017-10-12 09:42:20 +02:00
xsmile
eecc45f8ba set exchange in analyze.__main__ to fix plotting
requires #64
2017-10-11 20:04:31 +02:00
xsmile
d76476040a Bittrex provider
remove redundant 'name' property and pair validation call
2017-10-11 19:51:37 +02:00
gcarq
bfac1936d9 version bump 2017-10-10 17:54:42 +02:00
xsmile
2e368ef7aa docstring fix 2017-10-07 18:10:45 +02:00
xsmile
34c774c067 move exchange module content to exchange package and the interface to a new module 2017-10-07 18:07:29 +02:00
xsmile
ac32850034 simplify exchange initialization 2017-10-07 17:38:33 +02:00
xsmile
95e5c2e6c1 remove 'enabled' property in exchange config 2017-10-07 17:36:48 +02:00
xsmile
b9eb266236 Exchange refactoring 2017-10-06 12:22:04 +02:00
gcarq
f44ab2f44b patch missing http calls 2017-10-01 23:28:09 +02:00
Janne Sinivirta
5537f0bf5b simplify unnecessary == True and == False assertions 2017-10-01 15:45:31 +03:00
Janne Sinivirta
5551c9ec3b add pragmas to disable pylint warnings for missing docstrings in test files 2017-10-01 15:40:40 +03:00
Janne Sinivirta
ff145b6306 use mocker for mocking to get rid of deep nesting 2017-10-01 15:40:12 +03:00
Janne Sinivirta
616d5b61cc remove numbers from test method names 2017-10-01 11:11:20 +03:00
Janne Sinivirta
06ad311aa3 remove Test classes and use pytest fixtures 2017-10-01 11:02:47 +03:00
Janne Sinivirta
53b4c3722e convert asserts to pytest style 2017-09-30 20:38:19 +03:00
gcarq
4b42e1af4b use deepcopy 2017-09-30 18:23:11 +02:00
gcarq
898ab5a370 implement test to reproduce it 2017-09-30 18:22:05 +02:00
gcarq
8d3a6279b2 use pytest 2017-09-30 15:58:31 +02:00
gcarq
9c6c21637d fix testsuite 2017-09-29 19:28:32 +02:00
gcarq
998a887736 add command line script 2017-09-29 19:28:32 +02:00
gcarq
0c517ee3b6 move project into freqtrade/ 2017-09-29 19:28:32 +02:00